+129.7%
ROP vs SEI
+605.9%
-476.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +0.7% | +10.5% | -9.7% | +0.3% |
| 30D | +28.8% | -8.0% | +36.8% | +28.7% |
| 3M | +21.1% | +6.7% | +14.3% | +19.5% |
| 6M | +52.5% | -17.0% | +69.6% | +52.0% |
| YTD | +8.9% | +39.7% | -30.8% | +3.1% |
| 1Y | +8.2% | +43.2% | -34.9% | +2.0% |
| 3Y | -5.2% | +676.3% | -681.5% | -29.6% |
| 5Y | +1.7% | +891.0% | -889.3% | -30.3% |
| All | +129.7% | +605.9% | -476.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling